The only reason to open more than one demo with different broker would be to see how is price manipulated by them and what price are they actually showing. Some brokers may have gaps in their prices or even missing price bars and some are nice and smooth (less gaps).
Another reason to see how they perform when news release how long it will take them to fill your position in those trading scenarios but that’s different to live account as Demo gets almost always filled.
Few others complained that their platform crashed when economic news are released or just freezes data feed for few seconds so that’s another factor to see which broker perform better.
Some people even disregard PC configuration and get burned but this is another topic.
For learning price action you should stick to one broker and learn it all based on what you see on their price feed, get used to their spreads or commissions.
Final: Of course it is ok, but unnecessary work.